Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 1 6 6 221
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 95 0 1 1 659
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 3 6 7 349
Persistence-robust Granger causality testing 0 1 2 216 0 4 7 505
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 1 3 4 800
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 2 4 5 282
Total Working Papers 0 1 2 807 7 24 30 2,816


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 4 22 3 5 11 69
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 1 2 4 37
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 0 0 37 0 4 4 152
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 0 30 3 4 5 76
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 0 0 0 30 2 8 8 132
Estimating cointegrated systems using subspace algorithms 0 1 4 74 2 4 8 214
Persistence-robust surplus-lag Granger causality testing 0 0 5 42 4 6 18 167
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 1 3 5 31
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 2 28 1 2 5 109
Total Journal Articles 0 1 15 267 17 38 68 987


Statistics updated 2026-01-09